missing data in ek.get_timeseries request

chong.xu
chong.xu Explorer
in Eikon Data APIs

Hi, I am using the following code in Python

ek.get_timeseries( ric_list, fields = 'CLOSE', start_date = datetime.datetime(2010, 1, 1, 0, 0), end_date = datetime.datetime(2018, 12, 28, 23, 59, 59), interval = 'daily' )

where

ric_list = ['KCH0^1', 'KCK0^1', 'KCN0^1', 'KCU0^1', 'KCZ0^1', 'KCH1^1', 'KCK1^1', 'KCN1^1', 'KCU1^1', 'KCZ1^1', 'KCH2^1', 'KCK2^1', 'KCN2^1', 'KCU2^1', 'KCZ2^1', 'KCH3^1', 'KCK3^1', 'KCN3^1', 'KCU3^1', 'KCZ3^1', 'KCH4^1', 'KCK4^1', 'KCN4^1', 'KCU4^1', 'KCZ4^1', 'KCH5^1', 'KCK5^1', 'KCN5^1', 'KCU5^1', 'KCZ5^1', 'KCH6^1', 'KCK6^1', 'KCN6^1', 'KCU6^1', 'KCZ6^1', 'KCH7^1', 'KCK7^1', 'KCN7^1', 'KCU7^1', 'KCZ7^1', 'KCH8^1', 'KCK8^1', 'KCN8^1', 'KCU8^1', 'KCZ8^1', 'KCH9']

The returned data set is not complete and a chunk part of prices is missing.

Take KCK2^1 for example, the first price from the above returned data set is 201.2 on 2012-02-16. However, the actual first price should be 222.55 on 2012-01-23.

Please advise how I could retrieve the correct and complete price history.

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Best Answer

  • Zhenya Kovalyov
    Zhenya Kovalyov LSEG
    Answer ✓

    @chong.xu i suggest splitting your request into several chunks. When requesting individual instruments, for example, KCK2^1 (May 2012), the first date I am getting is 1st of June 2009, so, the data is there and you are hitting a limit.

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